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Trade: XMR/USDT/240/FWMA/PSAR/9288

Strategy
XMR/USDT/240/FWMA/PSAR/9288
Pair
XMR_USDT
Interval
4h
Score
421123
Daily Profit
0.190994
Profit Factor
1.210519
Profitability
61.684211
Streak
605.546329
Best Strategy
Training Data Length
1802.330000
Evaluation Time
2025-10-05 08:06
Expiration Time
2024-04-14 04:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 344233.9478 274392.2376 69841.7102 598484.4882 464365.2481 134119.2401
Total P&L (%) 344.2339 274.3922 69.8417 598.4845 464.3652 134.1192
Avg Daily Profit (%) 0.191 0.1522 0.0388 0.1079 0.0961 0.0472
Buy And Hold Return (%) 71.0375 71.0375 71.0375 71.0375 71.0375 71.0375
Max Trade Drawdown -133596 -100612 -107251 -350907 -284817 -268374
Profit Factor 1.2105 1.3547 1.0811 1.1222 1.1932 1.0537
Total Trades 950 475 475 950 475 475
Winning Trades 586 310 276 586 310 276
Losing Trades 364 165 199 364 165 199
Profitability (%) 61.6842 65.2632 58.1053 61.6842 65.2632 58.1053
Ratio Avg Win / Avg Loss 0.7519 0.7211 0.7795 0.697 0.6351 0.7598
Largest Winning Trade 25972 25972 22958 44174 42671 44174
Largest Losing Trade -36678 -36678 -26711 -173308 -173308 -80753
Avg Bars in Trades 11 10 11 11 10 11
Avg Bars in Winners 8 8 8 8 8 8
Avg Bars in Losers 16 16 15 16 16 15
Bars Traded 10553 5192 5361 10553 5192 5361
Profit Streak 605.5463 0 613.713 605.5463 0 613.713
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 421123 280919 -435732 -128592 -70516 -296372
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10814,
    "evaluation_days": 1802.33,
    "actual_first_datapoint_time": 1552622400000,
    "first_datapoint_time": 1556020800000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759640802838,
    "expiration_time": 1713058848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            344233.9477971744,
            274392.2376286025,
            69841.7101685723,
            598484.4881871537,
            464365.2480966479,
            134119.2400905059
        ],
        [
            344.233948,
            274.392238,
            69.84171,
            598.484488,
            464.365248,
            134.11924
        ],
        [
            0.190994,
            0.152243,
            0.038751,
            0.107904,
            0.096062,
            0.047209
        ],
        [
            71.037464,
            71.037464,
            71.037464,
            71.037464,
            71.037464,
            71.037464
        ],
        [
            -133596,
            -100612,
            -107251,
            -350907,
            -284817,
            -268374
        ],
        [
            1.210519,
            1.354724,
            1.081058,
            1.12215,
            1.193206,
            1.053731
        ],
        [
            950,
            475,
            475,
            950,
            475,
            475
        ],
        [
            586,
            310,
            276,
            586,
            310,
            276
        ],
        [
            364,
            165,
            199,
            364,
            165,
            199
        ],
        [
            61.684211,
            65.263158,
            58.105263,
            61.684211,
            65.263158,
            58.105263
        ],
        [
            0.751926,
            0.721063,
            0.779458,
            0.697035,
            0.635094,
            0.759755
        ],
        [
            25972,
            25972,
            22958,
            44174,
            42671,
            44174
        ],
        [
            -36678,
            -36678,
            -26711,
            -173308,
            -173308,
            -80753
        ],
        [
            11,
            10,
            11,
            11,
            10,
            11
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            16,
            16,
            15,
            16,
            16,
            15
        ],
        [
            10553,
            5192,
            5361,
            10553,
            5192,
            5361
        ],
        [
            605.546329,
            0,
            613.712996,
            605.546329,
            0,
            613.712996
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            421123,
            280919,
            -435732,
            -128592,
            -70516,
            -296372
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10814,
    "evaluation_days": 1802.33,
    "actual_first_datapoint_time": 1552622400000,
    "first_datapoint_time": 1556020800000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759640802838,
    "expiration_time": 1713058848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)